ECBOT 5 Year T-Note Future December 2023


Trading Metrics calculated at close of trading on 18-Jul-2023
Day Change Summary
Previous Current
17-Jul-2023 18-Jul-2023 Change Change % Previous Week
Open 108-108 108-175 0-068 0.2% 107-062
High 108-128 108-222 0-095 0.3% 108-200
Low 108-048 108-090 0-042 0.1% 107-055
Close 108-100 108-108 0-008 0.0% 108-060
Range 0-080 0-132 0-052 65.6% 1-145
ATR 0-114 0-116 0-001 1.1% 0-000
Volume 29 225 196 675.9% 187
Daily Pivots for day following 18-Jul-2023
Classic Woodie Camarilla DeMark
R4 109-218 109-135 108-180
R3 109-085 109-002 108-144
R2 108-272 108-272 108-132
R1 108-190 108-190 108-120 108-165
PP 108-140 108-140 108-140 108-128
S1 108-058 108-058 108-095 108-032
S2 108-008 108-008 108-083
S3 107-195 107-245 108-071
S4 107-062 107-112 108-035
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 112-113 111-232 108-316
R3 110-288 110-087 108-188
R2 109-143 109-143 108-145
R1 108-262 108-262 108-103 109-042
PP 107-318 107-318 107-318 108-049
S1 107-117 107-117 108-017 107-218
S2 106-173 106-173 107-295
S3 105-028 105-292 107-252
S4 103-203 104-147 107-124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108-222 107-228 0-315 0.9% 0-116 0.3% 63% True False 87
10 108-222 106-208 2-015 1.9% 0-080 0.2% 82% True False 44
20 108-222 106-208 2-015 1.9% 0-044 0.1% 82% True False 22
40 109-308 106-208 3-100 3.1% 0-022 0.1% 51% False False 11
60 112-035 106-208 5-148 5.0% 0-015 0.0% 31% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110-146
2.618 109-249
1.618 109-117
1.000 109-035
0.618 108-304
HIGH 108-222
0.618 108-172
0.500 108-156
0.382 108-141
LOW 108-090
0.618 108-008
1.000 107-278
1.618 107-196
2.618 107-063
4.250 106-167
Fisher Pivots for day following 18-Jul-2023
Pivot 1 day 3 day
R1 108-156 108-130
PP 108-140 108-122
S1 108-124 108-115

These figures are updated between 7pm and 10pm EST after a trading day.

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